CME Japanese Yen Future March 2015
| Trading Metrics calculated at close of trading on 05-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2015 |
05-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8512 |
0.8528 |
0.0016 |
0.2% |
0.8502 |
| High |
0.8546 |
0.8549 |
0.0003 |
0.0% |
0.8535 |
| Low |
0.8478 |
0.8507 |
0.0029 |
0.3% |
0.8431 |
| Close |
0.8525 |
0.8508 |
-0.0017 |
-0.2% |
0.8514 |
| Range |
0.0068 |
0.0042 |
-0.0026 |
-38.2% |
0.0104 |
| ATR |
0.0090 |
0.0086 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
136,177 |
107,816 |
-28,361 |
-20.8% |
795,586 |
|
| Daily Pivots for day following 05-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8647 |
0.8620 |
0.8531 |
|
| R3 |
0.8605 |
0.8578 |
0.8520 |
|
| R2 |
0.8563 |
0.8563 |
0.8516 |
|
| R1 |
0.8536 |
0.8536 |
0.8512 |
0.8529 |
| PP |
0.8521 |
0.8521 |
0.8521 |
0.8518 |
| S1 |
0.8494 |
0.8494 |
0.8504 |
0.8487 |
| S2 |
0.8479 |
0.8479 |
0.8500 |
|
| S3 |
0.8437 |
0.8452 |
0.8496 |
|
| S4 |
0.8395 |
0.8410 |
0.8485 |
|
|
| Weekly Pivots for week ending 30-Jan-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8805 |
0.8764 |
0.8571 |
|
| R3 |
0.8701 |
0.8660 |
0.8543 |
|
| R2 |
0.8597 |
0.8597 |
0.8533 |
|
| R1 |
0.8556 |
0.8556 |
0.8524 |
0.8577 |
| PP |
0.8493 |
0.8493 |
0.8493 |
0.8504 |
| S1 |
0.8452 |
0.8452 |
0.8504 |
0.8473 |
| S2 |
0.8389 |
0.8389 |
0.8495 |
|
| S3 |
0.8285 |
0.8348 |
0.8485 |
|
| S4 |
0.8181 |
0.8244 |
0.8457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8561 |
0.8445 |
0.0116 |
1.4% |
0.0064 |
0.8% |
54% |
False |
False |
149,417 |
| 10 |
0.8561 |
0.8420 |
0.0141 |
1.7% |
0.0076 |
0.9% |
62% |
False |
False |
153,876 |
| 20 |
0.8637 |
0.8340 |
0.0297 |
3.5% |
0.0093 |
1.1% |
57% |
False |
False |
193,803 |
| 40 |
0.8663 |
0.8275 |
0.0388 |
4.6% |
0.0095 |
1.1% |
60% |
False |
False |
171,923 |
| 60 |
0.8788 |
0.8219 |
0.0569 |
6.7% |
0.0089 |
1.0% |
51% |
False |
False |
117,037 |
| 80 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0087 |
1.0% |
22% |
False |
False |
87,875 |
| 100 |
0.9513 |
0.8219 |
0.1294 |
15.2% |
0.0081 |
1.0% |
22% |
False |
False |
70,340 |
| 120 |
0.9790 |
0.8219 |
0.1571 |
18.5% |
0.0071 |
0.8% |
18% |
False |
False |
58,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8728 |
|
2.618 |
0.8659 |
|
1.618 |
0.8617 |
|
1.000 |
0.8591 |
|
0.618 |
0.8575 |
|
HIGH |
0.8549 |
|
0.618 |
0.8533 |
|
0.500 |
0.8528 |
|
0.382 |
0.8523 |
|
LOW |
0.8507 |
|
0.618 |
0.8481 |
|
1.000 |
0.8465 |
|
1.618 |
0.8439 |
|
2.618 |
0.8397 |
|
4.250 |
0.8329 |
|
|
| Fisher Pivots for day following 05-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8528 |
0.8520 |
| PP |
0.8521 |
0.8516 |
| S1 |
0.8515 |
0.8512 |
|